+152.9%
FTNT vs XOP
+43.8%
+109.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +7.1% | +6.3% | +0.7% | +5.4% |
| 30D | -30.9% | -6.6% | -24.3% | -29.7% |
| 3M | -23.1% | +3.6% | -26.7% | -24.0% |
| 6M | +8.1% | +10.8% | -2.7% | +4.7% |
| YTD | +60.2% | +48.3% | +11.9% | +40.3% |
| 1Y | +57.0% | +42.9% | +14.1% | +39.0% |
| 3Y | +152.9% | +43.3% | +109.6% | +116.9% |
| All | +152.9% | +43.8% | +109.1% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling